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General CommentThat description is sinfully superficial. This song is part of Kamelot's album The Black Halo, which is part 2 of their take on the story of Faust. A summary of the story starting with Epica:

Up until this point, the main character, Ariel, has been on a search for ultimate truth. His despair from his failed attemps attracted the attention of the devil, named Mephisto in the story. Mephisto agreed to provide Ariel with every desire of his to aid his attempt to find truth, and in return, Ariel agreed to surrender his soul the day he died. Ariel afterward had a brief encounter with a love from his youth, named Helena, but realized that he could not pursue his love with her due to the danger of his pact with Mephisto and his search for ultimate truth, which he believed would take him higher than love. In agony, Helena threw herself into a river, killing both herself and Ariel's unborn child, whom she was carrying. Mephisto consoled Ariel, giving him a Helena lookalike named Margaurite and using Ariel's moment of weakness to convince him that he could lead him the right way on the quest for truth ("March of Mephisto," the first song on TBH). Ariel begins to believe Mephisto ("When the Lights are Down"), but then realizes that his attraction to Margaurite is nothing but a superficial lie and that he has no love for her while the memory of Helena still lingers in his mind, though he does promise Margaurite that he may return to love her again once his search for truth is over ("The Haunting").

Finally, we reach "Abandoned." At this point in the story, Ariel has been disillusioned by Mephisto's deception, and is attempting to reconnect with the god that he learned about in his youth. This song depicts his emotional state as he realizes that it is too late for him. His search for truth and pact with Mephisto have forever severed any possibility he might have to connect with god, and he realizes for the first time that he is truly all alone. The chorus has Ariel crying in despair, lost and confused by this realization.

General CommentI think there is some other point to this song that noone here has mentioned yet. Apart from being an important song in the Epica + The Black Halo storyline, it can also be interpreted as a song about Jesus dying on the cross. If you watch the "One Cold Winter's Night" DVD, watch out for what Khan is doing at the beginning of this song - he stretches his arms and closes his eyes, just like imagining himself in the situation of Jesus before his death. The lyrics can be interpreted as a portrayal of his last thoughts, feeling abandoned by his father God who made him suffer and die. And if you think further, this can be seen in relation to what Ariel goes through in the storyline. He, too, questions the sense of his life on earth and fails to understand why God would push him through all this pain. He feels just as abandoned as Jesus did - that is the "Black Halo", the crown of thorns, that every human being is damned to bear, the pain of being alive at all.

General CommentThe tale continues (important: read my comment on Interlude I: Dei Gratia)...
With this, Ariel is struck by a sudden realization: Because of the sins he has committed and the binding promise he has made with Mephisto, he has severed any possibility of connecting with the divine. He can never enter Heaven, never see Helena again, and never find the ultimate truth. For the first time, he realizes that he is truly all alone. Musically, this begins with a very soft ballad form, gradually building into a "power ballad." Lost and confused, he calls in despair to God. In a daze, he leaves Mephisto, wanders out of Town, and crosses the still frozen River.